-11.3%
CTSH vs WOLF
+51.6%
-62.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.5% | +2.7% | -3.3% |
| 7D | -8.2% | +2.4% | -10.6% | -8.0% |
| 30D | +0.4% | -6.9% | +7.3% | +0.1% |
| 3M | +10.6% | -44.1% | +54.7% | +8.9% |
| 6M | -8.8% | +53.6% | -62.4% | -10.5% |
| YTD | -28.6% | +56.7% | -85.3% | -30.0% |
| All | -11.3% | +51.6% | -62.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling